+304.2%
SAN vs TW
+39.0%
+265.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +10.8% | +3.1% | +7.6% | +10.1% |
| 30D | -5.7% | +16.7% | -22.4% | -8.5% |
| 3M | -13.4% | +25.2% | -38.6% | -17.2% |
| 6M | +3.5% | +19.5% | -15.9% | -0.6% |
| YTD | +9.7% | +21.0% | -11.3% | +4.0% |
| 1Y | +20.9% | +19.0% | +1.9% | +15.0% |
| 3Y | +254.3% | +40.7% | +213.6% | +215.7% |
| 5Y | +304.2% | +40.1% | +264.1% | +222.5% |
| All | +304.2% | +39.0% | +265.2% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling